Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more.

Home Math Background Matrices Orthogonality
See also: linear dependence, matrix multiplication 
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Orthogonality

Orthogonality corresponds to the (linear) independence of variables.
 
 
Orthogonal A matrix X is said to be orthogonal if the product XTX is a diagonal matrix. 
Orthonormal A matrix X is said to be orthonormal if the product XTX is the identity matrix I. 
 
 
Example of an orthogonal matrix:

Home Math Background Matrices Orthogonality

Last Update: 2010-03-18